For Linux, you can choose the tarball or the installer. The latter is a much larger download than the former, for some reason. In any case make sure you have the toolchain's "bin" directory in your path. For example, if you extracted the tarball to /opt, type this in your shell, or add it to your .bashrc or .pam_environment:

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PATH=/opt/gcc-arm-none-eabi-4_6-2012q2/bin:$PATH

Once you have the toolchain set up correctly, simply typing:

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arm-none-eabi-gcc -v

should list the compiler version and the options it was built with. If you instead get an error, please fix your toolchain installation before continuing.